Differentiation formulas for stochastic integrals in the plane
- 1 February 1978
- journal article
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 6 (3) , 339-349
- https://doi.org/10.1016/0304-4149(78)90031-5
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- The Sample Function Continuity of Stochastic Integrals in the PlaneThe Annals of Probability, 1977
- An Extension of Stochastic Integrals in the PlaneThe Annals of Probability, 1977
- Weak Martingales and Stochastic Integrals in the PlaneThe Annals of Probability, 1976
- Stochastic integrals in the planeActa Mathematica, 1975
- A likelihood ratio formula for two-dimensional random fieldsIEEE Transactions on Information Theory, 1974
- Martingales and stochastic integrals for processes with a multi-dimensional parameterProbability Theory and Related Fields, 1974
- Some Sample Function Properties of the Two-parameter Gaussian ProcessThe Annals of Mathematical Statistics, 1972